Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q115606559, #quickstatements; #temporary_batch_1709550817224
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00500-017-2558-y / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2606376523 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4999389 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain stock model with periodic dividends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing for an uncertain stock model with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4999388 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain contour process and its application in stock model with floating interest rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: A no-arbitrage theorem for uncertain stock model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical method for solving uncertain differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of power option for uncertain financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL / rank
 
Normal rank

Latest revision as of 00:58, 17 July 2024

scientific article
Language Label Description Also known as
English
Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
scientific article

    Statements

    Identifiers